| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,142.0 |
2,142.0 |
0.0 |
0.0% |
2,125.0 |
| High |
2,159.0 |
2,175.0 |
16.0 |
0.7% |
2,188.0 |
| Low |
2,107.0 |
2,131.0 |
24.0 |
1.1% |
2,107.0 |
| Close |
2,149.0 |
2,157.0 |
8.0 |
0.4% |
2,157.0 |
| Range |
52.0 |
44.0 |
-8.0 |
-15.4% |
81.0 |
| ATR |
57.3 |
56.4 |
-1.0 |
-1.7% |
0.0 |
| Volume |
1,409,251 |
1,175,616 |
-233,635 |
-16.6% |
6,487,018 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,286.3 |
2,265.7 |
2,181.2 |
|
| R3 |
2,242.3 |
2,221.7 |
2,169.1 |
|
| R2 |
2,198.3 |
2,198.3 |
2,165.1 |
|
| R1 |
2,177.7 |
2,177.7 |
2,161.0 |
2,188.0 |
| PP |
2,154.3 |
2,154.3 |
2,154.3 |
2,159.5 |
| S1 |
2,133.7 |
2,133.7 |
2,153.0 |
2,144.0 |
| S2 |
2,110.3 |
2,110.3 |
2,148.9 |
|
| S3 |
2,066.3 |
2,089.7 |
2,144.9 |
|
| S4 |
2,022.3 |
2,045.7 |
2,132.8 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,393.7 |
2,356.3 |
2,201.6 |
|
| R3 |
2,312.7 |
2,275.3 |
2,179.3 |
|
| R2 |
2,231.7 |
2,231.7 |
2,171.9 |
|
| R1 |
2,194.3 |
2,194.3 |
2,164.4 |
2,213.0 |
| PP |
2,150.7 |
2,150.7 |
2,150.7 |
2,160.0 |
| S1 |
2,113.3 |
2,113.3 |
2,149.6 |
2,132.0 |
| S2 |
2,069.7 |
2,069.7 |
2,142.2 |
|
| S3 |
1,988.7 |
2,032.3 |
2,134.7 |
|
| S4 |
1,907.7 |
1,951.3 |
2,112.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,188.0 |
2,107.0 |
81.0 |
3.8% |
45.8 |
2.1% |
62% |
False |
False |
1,297,403 |
| 10 |
2,210.0 |
2,085.0 |
125.0 |
5.8% |
52.6 |
2.4% |
58% |
False |
False |
1,450,521 |
| 20 |
2,306.0 |
2,085.0 |
221.0 |
10.2% |
58.5 |
2.7% |
33% |
False |
False |
1,390,017 |
| 40 |
2,470.0 |
2,085.0 |
385.0 |
17.8% |
58.5 |
2.7% |
19% |
False |
False |
1,376,782 |
| 60 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
53.2 |
2.5% |
15% |
False |
False |
1,146,274 |
| 80 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
48.1 |
2.2% |
15% |
False |
False |
861,161 |
| 100 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
46.3 |
2.1% |
15% |
False |
False |
689,089 |
| 120 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
47.8 |
2.2% |
15% |
False |
False |
575,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,362.0 |
|
2.618 |
2,290.2 |
|
1.618 |
2,246.2 |
|
1.000 |
2,219.0 |
|
0.618 |
2,202.2 |
|
HIGH |
2,175.0 |
|
0.618 |
2,158.2 |
|
0.500 |
2,153.0 |
|
0.382 |
2,147.8 |
|
LOW |
2,131.0 |
|
0.618 |
2,103.8 |
|
1.000 |
2,087.0 |
|
1.618 |
2,059.8 |
|
2.618 |
2,015.8 |
|
4.250 |
1,944.0 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,155.7 |
2,151.7 |
| PP |
2,154.3 |
2,146.3 |
| S1 |
2,153.0 |
2,141.0 |
|